+7,999.2%
NVDA vs CAT
+703.2%
+7,296.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.6% | -5.0% | -4.7% |
| 7D | -8.5% | +9.3% | -17.8% | -13.4% |
| 30D | -27.3% | -21.5% | -5.8% | -16.8% |
| 3M | -25.8% | -29.1% | +3.3% | -10.3% |
| 6M | -24.6% | -33.4% | +8.8% | -6.7% |
| YTD | -10.7% | +6.6% | -17.2% | -18.4% |
| 1Y | -14.0% | +6.5% | -20.6% | -21.6% |
| 3Y | +244.9% | +162.7% | +82.2% | +76.7% |
| 5Y | +449.3% | +214.2% | +235.0% | +146.1% |
| All | +7,999.2% | +703.2% | +7,296.1% | +1,935.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAT.
Daily Out/Under-Performance
Portfolio return minus CAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling